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Oil prices and economic growth in China : a time-frequency analysis

Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: Asian Academy of Management journal 29 (2024) 1, pp. 25-54

This study analyses the inherent evolution dynamics of economic activity and global oil prices in China using the tools of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides us further insights into the magnitude and direction...

Persistent link: https://www.econbiz.de/10014555847

Oil price shocks and Vietnam's macroeconomic fundamentals : quantile-on-quantile approach

Thuy Tien Ho - In: Cogent economics & finance 10 (2022) 1, pp. 1-19

This study aims to explore the asymmetric relationships between global oil prices and the selected Vietnam macroeconomic indicators using both quantile-on-quantile regression and Granger causality in quantile frameworks. The macroeconomic factors under study, as expected, have a strong...

Persistent link: https://www.econbiz.de/10013431428

Asymmetric connectedness among S&P 500, crude oil, gold and Bitcoin

Ngo Thai Hung - In: Managerial finance 48 (2022) 4, pp. 587-610

Persistent link: https://www.econbiz.de/10013173347

Analysis of the time-frequency connectedness between gold prices, oil prices and Hungarian financial markets

Ngo Thai Hung - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 51-59

Persistent link: https://www.econbiz.de/10012500476

Identifying the dynamic connectedness between propane and oil prices : evidence from wavelet analysis

Ngo Thai Hung - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 315-326

Persistent link: https://www.econbiz.de/10012506148

Time-varying connectedness and causality between oil prices and G7 economies exchange rates : evidence from the COVID-19 and Russia-Ukraine crises

Ngo Thai Hung - In: Studies in economics and finance 40 (2023) 5, pp. 814-838

Persistent link: https://www.econbiz.de/10014467158

Directional spillover effects and time-frequency nexus between oil, gold and stock markets : evidence from pre and during COVID-19 outbreak

Ngo Thai Hung; Xuan Vinh Vo - In: International review of financial analysis 76 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805066

Multi-scale features of interdependence between oil prices and stock prices

Ngo Thai Hung; Xuan Vinh Vo - In: Asia Pacific financial markets 30 (2023) 3, pp. 475-504

Persistent link: https://www.econbiz.de/10014362616

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